Castle Creek Arbitrage, LLC
Follow13F filer, CIK 1326638, AVON, CO
Castle Creek Arbitrage, LLC reported $425,112,151 across 266 holdings for the quarter ended 2023-09-30, in a 13F-HR filed 2023-11-14. Its ten largest share positions make up 39.38% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001214659-23-015116
- Period
- 2023-09-30
- Reported value
- $425M
- Holdings
- 266
- Top 10 weight
- 39.38%
- New
- 16
- Sold out
- 135
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| RIGEL RESOURCE ACQ CORPadded | +853,085 | $9.29M |
| TRISTAR ACQUISITION I CORPadded | +613,909 | $6.56M |
| CARTESIAN GROWTH CORP IInew | +521,707 | $5.65M |
| PLMJFadded | +416,074 | $4.39M |
| HH&L ACQUISITION COnew | +403,771 | $4.29M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| HEALTHWELL ACQUISITION CORPreduced | -1,629,235 | -$16.9M |
| CHURCHILL CAPITAL CORP VIIreduced | -1,500,011 | -$15.7M |
| ANDRETTI ACQUISITION CORPexited | -1,066,182 | -$11.3M |
| Patria Latin American Oppor…exited | -1,054,405 | -$11.3M |
| FTAC ZEUS ACQUISITION CORexited | -912,698 | -$9.51M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Back to all 252 share positions
Principal amounts
Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| MIDDLEBY CORPMIDDLEBY CORP NOTE 1.000% 9/0 | principal | 44,350,000 | $49.7M | -7,500,000 |
| AKAMAI TECHNOLOGIES INCAKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 | principal | 22,300,000 | $26.4M | -9,000,000 |
| STRIDE INCSTRIDE INC NOTE 1.125% 9/0 | principal | 13,250,000 | $14M | 0 |
| SPOTIFY USA INCSPOTIFY USA INC NOTE 3/1 | principal | 14,000,000 | $11.9M | 0 |
| REPLIGEN CORPREPLIGEN CORP BOND | principal | 7,897,000 | $11.3M | 0 |
| SNAP INCSNAP INC NOTE 0.250% 5/0 | principal | 11,047,000 | $10.2M | -5,000,000 |
| BRIDGEBIO PHARMA INCBRIDGEBIO PHARMA INC NOTE 2.500% 3/1 | principal | 10,000,000 | $9.63M | new |
| SPIRIT AIRLS INCSPIRIT AIRLS INC NOTE 4.750% 5/1 | principal | 3,272,000 | $5.55M | 0 |
| JBT MAREL CORPORATIONJBT MAREL CORPORATION NOTE 0.250% 5/1 | principal | 5,500,000 | $4.97M | 0 |
| GUARDANT HEALTH INCGUARDANT HEALTH INC NOTE 11/1 | principal | 7,000,000 | $4.85M | +5,000,000 |
| SNAP INCSNAP INC NOTE 0.75% 08/01/2026 | principal | 5,000,000 | $4.38M | 0 |
| Shopify IncShopify Inc Convertible bond | principal | 2,500,000 | $2.23M | 0 |
| LIBERTY MEDIA CORP DELLIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 | principal | 2,000,000 | $1.96M | new |
| CLOUDFLARE INCCLOUDFLARE INC NOTE 8/1 | principal | 1,500,000 | $1.28M | 0 |
Sold out in Q3 2023
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| MERCADOLIBRE INCMERCADOLIBRE INC | 22,500,000 | $61.6M | principal |
| LUMENTUM HLDGS INCLUMENTUM HLDGS INC | 28,936,000 | $30.9M | principal |
| MARRIOTT VACATION WORLDWMARRIOTT VACATION WORLDW | 19,000,000 | $17.6M | principal |
| BLACKLINE INCBLACKLINE INC | 16,555,000 | $16.6M | principal |
| ANDRETTI ACQUISITION CORPANDRETTI ACQUISITION CORP | 1,066,182 | $11.3M | shares |
| Patria Latin American Oppor…Patria Latin American Opportunity… | 1,054,405 | $11.3M | shares |
| INTEGRA LIFESCIENCES HLDGS CINTEGRA LIFESCIENCES HLDGS C | 11,210,000 | $10.3M | principal |
| FTAC ZEUS ACQUISITION CORFTAC ZEUS ACQUISITION COR | 912,698 | $9.51M | shares |
| BLOOM ENERGY CORPBLOOM ENERGY CORP | 7,500,000 | $9.12M | principal |
| ACROPOLIS INFRASTRUCTURE ACQACROPOLIS INFRASTRUCTURE ACQ | 792,100 | $8.04M | shares |
| SCHMID GROUP N.V. EURO SHS …SCHMID GROUP N.V. EURO SHS CL A | 713,852 | $7.6M | shares |
| BLUE OCEAN ACQUISITION CORPBLUE OCEAN ACQUISITION CORP | 693,504 | $7.33M | shares |
| FLDFOLD HLDGS INC | 642,570 | $6.65M | shares |
| CURRCURRENC GROUP INC | 582,724 | $6.28M | shares |
| ENTERPRISE 4.0 TEC ACQSTN COENTERPRISE 4.0 TEC ACQSTN CO | 575,000 | $6.12M | shares |
| HORIZON SPACE ACQUSTN I CORPHORIZON SPACE ACQUSTN I CORP | 523,680 | $5.44M | shares |
| VAHANNA TECH EDGE ACQSTN I CVAHANNA TECH EDGE ACQSTN I C | 500,000 | $5.32M | shares |
| BARCLAYS BK PLCBARCLAYS BK PLC | 491,070 | $5.27M | shares |
| CHENGHE ACQUISITION I COCHENGHE ACQUISITION I CO | 482,000 | $5.15M | shares |
| KERNEL GROUP HOLDINGS INCKERNEL GROUP HOLDINGS INC | 476,104 | $4.99M | shares |
| MONGODB INCMONGODB INC | 2,500,000 | $4.97M | principal |
| SPLUNK INCSPLUNK INC | 5,000,000 | $4.94M | principal |
| CF ACQUISITION CORP IVCF ACQUISITION CORP IV | 455,293 | $4.78M | shares |
| MOUNTAIN & CO I ACQUISI…MOUNTAIN & CO I ACQUISITN CO | 423,450 | $4.61M | shares |
| ELLIOTT OPPORTUNITY II CORPELLIOTT OPPORTUNITY II CORP | 420,000 | $4.35M | shares |
| ICONIC SPORTS ACQUISITION COICONIC SPORTS ACQUISITION CO | 400,126 | $4.26M | shares |
| CAPITALWORKS EMNG MKTS ACQSTCAPITALWORKS EMNG MKTS ACQST | 400,000 | $4.22M | shares |
| SILVERSPAC INCSILVERSPAC INC | 400,440 | $4.16M | shares |
| ALCHEMY INVTS ACQUISITN CORPALCHEMY INVTS ACQUISITN CORP | 387,548 | $3.96M | shares |
| MERCATO PARTNERS ACQUISITIONMERCATO PARTNERS ACQUISITION | 375,530 | $3.95M | shares |
| GLOBAL BLOCKCHAIN ACQUI CORPGLOBAL BLOCKCHAIN ACQUI CORP | 375,000 | $3.92M | shares |
| A SPAC II ACQUISITION CORPA SPAC II ACQUISITION CORP | 363,603 | $3.83M | shares |
| GOLDEN STAR ACQUISITION CORPGOLDEN STAR ACQUISITION CORP | 371,320 | $3.78M | shares |
| M3 BRIGADE ACQUISITION IIIM3 BRIGADE ACQUISITION III | 349,998 | $3.66M | shares |
| LEO HLDGS CORP IILEO HLDGS CORP II | 300,400 | $3.2M | shares |
| COLISEUM ACQUISITION CORPCOLISEUM ACQUISITION CORP | 300,852 | $3.14M | shares |
| DMYYDMY SQUARED TECHNOLOGY GROUP I | 300,000 | $3.08M | shares |
| CF ACQUISITION CORP VIICF ACQUISITION CORP VII | 256,625 | $2.72M | shares |
| VALUENCE MERGER CORP IVALUENCE MERGER CORP I | 250,000 | $2.68M | shares |
| COLOMBIER ACQUISITION CORPCOLOMBIER ACQUISITION CORP | 250,000 | $2.57M | shares |
| ARES ACQUISITION CORP IIARES ACQUISITION CORP II | 250,000 | $2.54M | shares |
| ACCRETION ACQUISITION CORPACCRETION ACQUISITION CORP | 240,000 | $2.49M | shares |
| ALPHAVEST ACQUISITION CORPALPHAVEST ACQUISITION CORP | 225,000 | $2.33M | shares |
| ATHENA CONSUMER ACQ CORPATHENA CONSUMER ACQ CORP | 200,000 | $2.16M | shares |
| ENGENE HOLDINGS INC COMENGENE HOLDINGS INC COM | 200,000 | $2.15M | shares |
| WAVERLEY CAPITAL ACQUIS CORPWAVERLEY CAPITAL ACQUIS CORP | 200,000 | $2.07M | shares |
| NEWBURY STREET ACQUISITN CORNEWBURY STREET ACQUISITN COR | 195,000 | $2.02M | shares |
| ARYA SCIENCES ACQUISITN CORPARYA SCIENCES ACQUISITN CORP | 192,769 | $2M | shares |
| PROJECT ENERGY REIMAGINED ACPROJECT ENERGY REIMAGINED AC | 187,084 | $1.94M | shares |
| PLUTONIAN ACQUISITION CORPPLUTONIAN ACQUISITION CORP | 186,381 | $1.94M | shares |
| UTA ACQUISITION CORPORATIONUTA ACQUISITION CORPORATION | 179,153 | $1.89M | shares |
| FINNOVATE ACQUISITION CORPFINNOVATE ACQUISITION CORP | 178,044 | $1.89M | shares |
| AFTERNEXT HEALTHTECH ACQUISIAFTERNEXT HEALTHTECH ACQUISI | 178,865 | $1.85M | shares |
| MORINGA ACQUISITION CORPMORINGA ACQUISITION CORP | 165,262 | $1.74M | shares |
| MARS ACQUISITION CORPMARS ACQUISITION CORP | 162,370 | $1.69M | shares |
| PERCEPTION CAPITAL CORP IIIPERCEPTION CAPITAL CORP III | 152,330 | $1.58M | shares |
| SEAPORT GLOBAL ACQUISITION ISEAPORT GLOBAL ACQUISITION I | 149,297 | $1.55M | shares |
| GOAL ACQUISITIONS CORPGOAL ACQUISITIONS CORP | 140,000 | $1.45M | shares |
| AP ACQUISITION CORPAP ACQUISITION CORP | 130,464 | $1.4M | shares |
| BUKIT JALIL GBL ACQUISITIONBUKIT JALIL GBL ACQUISITION | 100,000 | $1.02M | shares |
| SCREAMING EAGLE ACQUISITN COSCREAMING EAGLE ACQUISITN CO | 98,221 | $1.01M | shares |
| FREEDOM ACQUISITION I CORPFREEDOM ACQUISITION I CORP | 84,068 | $889K | shares |
| CORSAIR PARTNERING CORPCORSAIR PARTNERING CORP | 80,196 | $831K | shares |
| ISRLFISRAEL ACQUISITIONS CORP CL A | 50,000 | $520K | shares |
| ROSS ACQUISITION CORP IIROSS ACQUISITION CORP II | 42,897 | $453K | shares |
| COLOMBIER ACQUISITION CORPCOLOMBIER ACQUISITION CORP | 303,673 | $233K | shares |
| CRGOFREIGHTOS LTD | 50,000 | $172K | shares |
| TLG ACQUISITION ONE CORPTLG ACQUISITION ONE CORP | 15,527 | $164K | shares |
| CASCADIA ACQUISITION CORPCASCADIA ACQUISITION CORP | 14,400 | $158K | shares |
| BERKSHIRE GREY INCBERKSHIRE GREY INC | 331,053 | $109K | shares |
| ROIVANT SCIENCES LTDROIVANT SCIENCES LTD | 39,144 | $97.1K | shares |
| L CATTERTON ASIA ACQUISITIONL CATTERTON ASIA ACQUISITION | 191,715 | $93.9K | shares |
| GOGREEN INVESTMENTS CORPGOGREEN INVESTMENTS CORP | 94,500 | $92.6K | shares |
| COMPOSECURE INCCOMPOSECURE INC | 79,500 | $87.5K | shares |
| LANDCADIA HOLDINGS IV INCLANDCADIA HOLDINGS IV INC | 414,874 | $68.1K | shares |
| ARCHER AVIATION INCARCHER AVIATION INC | 71,224 | $59.5K | shares |
| BAERWBRIDGER AEROSPACE GRP HLDGS | 260,118 | $59K | shares |
| CASCADIA ACQUISITION CORPCASCADIA ACQUISITION CORP | 542,500 | $56.7K | shares |
| GOLDEN STAR ACQUISITION CORPGOLDEN STAR ACQUISITION CORP | 246,320 | $54.2K | shares |
| GOLDEN FALCON ACQUISITION COGOLDEN FALCON ACQUISITION CO | 474,999 | $53.9K | shares |
| SPIRE GLOBAL INCSPIRE GLOBAL INC | 89,181 | $45.9K | shares |
| ENTERPRISE 4.0 TEC ACQSTN COENTERPRISE 4.0 TEC ACQSTN CO | 759,370 | $41.8K | shares |
| GLOBAL BLOCKCHAIN ACQUI CORPGLOBAL BLOCKCHAIN ACQUI CORP | 375,000 | $41.3K | shares |
| GENESIS GRWT TECH ACQUSTN COGENESIS GRWT TECH ACQUSTN CO | 306,423 | $38.4K | shares |
| ICONIC SPORTS ACQUISITION COICONIC SPORTS ACQUISITION CO | 455,128 | $35.9K | shares |
| Chain Bridge IChain Bridge I | 612,499 | $32.5K | shares |
| ALLEGO N VALLEGO N V | 98,771 | $29K | shares |
| M3 BRIGADE ACQUISITION IIIM3 BRIGADE ACQUISITION III | 41,666 | $18.1K | shares |
| SUNLIGHT FINANCIAL HOLDINGSSUNLIGHT FINANCIAL HOLDINGS | 848,016 | $18K | shares |
| COMPUTE HEALTH ACQUISITIN COCOMPUTE HEALTH ACQUISITIN CO | 35,028 | $17.1K | shares |
| FLDDWFOLD HLDGS INC | 281,928 | $16.9K | shares |
| CORNER GROWTH ACQUISITION COCORNER GROWTH ACQUISITION CO | 111,342 | $14.1K | shares |
| OXUS ACQUISITION CORPOXUS ACQUISITION CORP | 250,000 | $13.9K | shares |
| Roth CH Acquisition CoRoth CH Acquisition Co | 449,073 | $12.6K | shares |
| MERCATO PARTNERS ACQUISITIONMERCATO PARTNERS ACQUISITION | 199,537 | $12.2K | shares |
| MVSTWMICROVAST HOLDINGS INC | 54,704 | $11.7K | shares |
| BYTE ACQUISITION CORPBYTE ACQUISITION CORP | 68,619 | $11.5K | shares |
| UATARA CAPITAL ACQUISITION …UATARA CAPITAL ACQUISITION COR | 425,730 | $11.1K | shares |
| 26 Capital Acquisition Corp26 Capital Acquisition Corp | 174,999 | $10.8K | shares |
| GALATA ACQUISITION CORPGALATA ACQUISITION CORP | 172,600 | $9.51K | shares |
| SUSTAINABLE DEVELP ACQU I COSUSTAINABLE DEVELP ACQU I CO | 306,619 | $9.2K | shares |
| Corner Growth Acquisition C…Corner Growth Acquisition Corp 2 | 100,000 | $8.8K | shares |
| FTAC ZEUS ACQUISITION CORFTAC ZEUS ACQUISITION COR | 456,349 | $8.12K | shares |
| DIGITAL TRANSFORMATN OPT CORDIGITAL TRANSFORMATN OPT COR | 50,000 | $7.71K | shares |
| FST LtdFST Ltd | 250,000 | $7.25K | shares |
| PRIVETERRA ACQUISITION CORPPRIVETERRA ACQUISITION CORP | 85,056 | $7.23K | shares |
| CF ACQUISITION CORP VIICF ACQUISITION CORP VII | 50,000 | $7.18K | shares |
| OTONOMO TECHNOLOGIES LTDOTONOMO TECHNOLOGIES LTD | 256,000 | $7.04K | shares |
| TBLAWTABOOLA.COM LTD | 17,596 | $7.02K | shares |
| VAHANNA TECH EDGE ACQSTN I CVAHANNA TECH EDGE ACQSTN I C | 200,000 | $6.92K | shares |
| EDTECHX HOLDINGS ACQU CORP IEDTECHX HOLDINGS ACQU CORP I | 225,000 | $5.58K | shares |
| ONYX ACQUISITION CO IONYX ACQUISITION CO I | 100,000 | $4.92K | shares |
| CARTICA ACQUISITION CORPCARTICA ACQUISITION CORP | 100,000 | $4.6K | shares |
| ANZU SPECIAL ACQUISITIN CORPANZU SPECIAL ACQUISITIN CORP | 97,960 | $4.58K | shares |
| SATELLOGIC INCSATELLOGIC INC | 25,282 | $4.17K | shares |
| LIBERTY RES ACQUISITION CORPLIBERTY RES ACQUISITION CORP | 71,434 | $3.71K | shares |
| ZURA BIO LTDZURA BIO LTD | 10,000 | $3.7K | shares |
| TWIN RIDGE CAPITAL ACQUIS COTWIN RIDGE CAPITAL ACQUIS CO | 66,666 | $3.36K | shares |
| MAGNUM OPUS ACQUISITION LTDMAGNUM OPUS ACQUISITION LTD | 75,000 | $2.88K | shares |
| CC NEUBERGER PRINCIPAL HOLDNCC NEUBERGER PRINCIPAL HOLDN | 14,999 | $2.84K | shares |
| POWER & DIGITAL INFRASTRUCTUPOWER & DIGITAL INFRASTRUCTU | 43,026 | $2.77K | shares |
| CF ACQUISITION CORP VIIICF ACQUISITION CORP VIII | 62,499 | $2.64K | shares |
| FORTUNE RI -CW23 EQUITYFORTUNE RI -CW23 EQUITY | 50,000 | $2.62K | shares |
| Rigel Resource Acquisition …Rigel Resource Acquisition Corp | 25,000 | $2.6K | shares |
| Semilux International LtdSemilux International Ltd | 50,000 | $2.56K | shares |
| HEARTLAND MEDIA ACQUISITIONHEARTLAND MEDIA ACQUISITION | 182,000 | $2.33K | shares |
| FATHOM DIGITAL MFG CORPFATHOM DIGITAL MFG CORP | 149,136 | $2.18K | shares |
| CDIOWCARDIO DIAGNOSTICS HOLDGS IN | 11,710 | $1.89K | shares |
| SWITCHBACK II CORPSWITCHBACK II CORP | 91,113 | $1.87K | shares |
| DP CAP ACQUISITION I CORPDP CAP ACQUISITION I CORP | 25,000 | $1.02K | shares |
| STRATIM CLOUD ACQUISITION COSTRATIM CLOUD ACQUISITION CO | 484,289 | $920 | shares |
| PAYSAFE LIMITEDPAYSAFE LIMITED | 13,148 | $602 | shares |
| WTS/ENVIRONMENTAL IMPACT AC…WTS/ENVIRONMENTAL IMPACT ACQUI 11… | 50,000 | $590 | shares |
| EMBARK TECHNOLOGY INCEMBARK TECHNOLOGY INC | 24,444 | $379 | shares |
| CORSAIR PARTNERING CORPCORSAIR PARTNERING CORP | 14,114 | $0 | shares |
How Q3 2023 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001214659-23-015116 | base | 2023-11-14 | acceptance time not in the bulk data set |